+16.4%
APH vs KNX
+45.0%
-28.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.4% | -6.0% |
| 7D | -2.4% | +2.5% | -4.9% | -2.9% |
| 30D | -9.5% | -4.4% | -5.1% | -8.7% |
| 3M | -7.6% | -12.7% | +5.1% | -5.0% |
| 6M | +12.4% | +0.9% | +11.5% | +11.9% |
| YTD | +17.5% | +20.3% | -2.8% | +15.4% |
| 1Y | +16.4% | +40.9% | -24.5% | +12.3% |
| All | +16.4% | +45.0% | -28.6% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling